Total Kenya Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.47% (-3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2095 | 18.84 | |
| 0.2664 | 23.08 | |
| 0.9187 | 195.64 | |
| 0.0204 | 1.82 |
Estimation Period:
Jan 17, 1991 to Feb 6, 2026
Jan 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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